+51.7%
ELF vs SAN
+16.7%
+35.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +8.0% | +6.3% |
| 7D | +4.0% | +4.9% | -0.9% | +2.5% |
| 30D | +10.6% | -13.0% | +23.6% | +15.0% |
| 3M | +25.8% | -18.9% | +44.7% | +33.5% |
| 6M | +89.1% | -4.1% | +93.2% | +89.3% |
| YTD | +52.7% | +2.6% | +50.2% | +46.0% |
| 1Y | +51.7% | +16.9% | +34.8% | +33.3% |
| All | +51.7% | +16.7% | +35.0% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling